Start here

Under “Download and Install R”, click on Windows (or your operating system), on the
next page click on base, then click on Download R 2.13.0 for Windows, saving
the installation file to your hard drive in an accessible location.

Double-click on the R-2.13.0-win.exe installer to begin
installation.

Choose the language and click on OK

Click on Next >

Click on Next >

Instead of the default Program Files directory, install into
the C drive (e.g., C:\R\R-2.13.0) and click Next >

Select the components you want to install (the pdf help
files aren’t necessary, but might be useful if you have the disk space), then
click Next >

Accept default startup options and click Next >

Click Next >

Click Next > (uncheck “Create a desktop icon” if you don’t
want a shortcut on your desktop), and the program will be installed.

Finally, click on Finish

To launch your R session, either double-click the shortcut
on your desktop, or go to Start->Program Files->R->R
2.13.0